+21.6%
ACI vs ITUB
+243.8%
-222.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -3.7% | +2.2% | -6.0% | -3.9% |
| 30D | +0.6% | +12.6% | -12.0% | -0.4% |
| 3M | -20.3% | +6.4% | -26.7% | -20.8% |
| 6M | -24.7% | +0.6% | -25.2% | -24.9% |
| YTD | -27.2% | +18.8% | -46.1% | -28.9% |
| 1Y | -32.7% | +31.0% | -63.7% | -35.0% |
| 3Y | -43.9% | +118.1% | -162.0% | -49.1% |
| 5Y | -38.9% | +193.0% | -231.9% | -46.9% |
| All | +21.6% | +243.8% | -222.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling